I don't know what went wrong, but they're supposed to be in your mail directory. Is your address book empty now? Do you have read and write access in your mail directory?

AFAIK The only way to get rid of this problem is to open an address book that's located in your mail directory and afterwards delete the AB files on your desktop.

Also, I enabled the BayesIt! anti-smap plugin, and I manually checked a bunch of messages as spam. But I continue to get addresses that where flagged as spam previously to appear in my inbox. Why would it not be catching these addresses as spam? Do I need to change the 'greater than' score to 100 or close to it?

First the BayesIt question.
BayesIt doesn't trigger on the addresses used for sending spam, but triggers on the contents of the message. This is due to the fact that spam messages often used spoofed From headers. When a spam message comes with a content that is hard to recognize from a good message then it'll get a low spam score.
When you've got the idea that BayesIt doesn't catch enough, then you could lower the spam threshold.
I've set the plug-in to move stuff to the junk folder on a score greater than 25, my results are reasonable, though they have been better than they're now.

Now the AB question. (For users who don't use the pro version with On The Fly Encryption, on your system the .EBD  files asre called  .ABD and .ENI is called .INI) You could try to the .EBD files to your mail directory, delete them from TB's AB and open them in the mail directory.
The .ENI is more difficult, Closing TB and moving it to the mail directory might do the trick, it's supposed to be there.
You could also check the contents of the registry keys
HKEY_USERS\S-1-5-21-583907252-926492609-682003330-1003\Software\RIT\The Bat!\Last address book path
and
HKEY_USERS\S-1-5-21-583907252-926492609-682003330-1003\Software\RIT\The Bat!\Last address book pathRelative
The first is set in my registry to my mail directory and the sond is set to %WDIR%\
Maybe that helps.

Third a note on use of this forum. It makes topics easier to follow when you start a new subject in a new topic. So It would have been better to ask the BayesIt question on a new topic, as that would make it easier to find for people with a BayesIt question who won't think let's search all threads for BayesIt but are bound to think that this isn't related.